PCA Index Dashboard Examples

This script was last run at 2024-03-25 20:38:03.323429+00:00 (UTC)
In US/Central Time, this is 2024-03-25 15:38:03.323429-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.896940	-0.474606	0.086233	-0.008859	0.545228	0.254502
1997-01-03	-0.885230	-0.474606	-0.155573	0.006649	0.744817	0.205336
1997-01-06	-0.881327	-0.474606	-0.064144	-0.016613	0.777696	0.269289
1997-01-07	-0.881327	-0.453786	-0.129107	-0.047629	0.837325	0.382922
1997-01-08	-0.893036	-0.453786	-0.022038	-0.086398	0.785358	0.496163
...	...	...	...	...	...	...
2024-03-18	-0.869617	-1.473968	-0.733021	1.650488	0.714262	0.682724
2024-03-19	-0.881327	-1.463558	-0.794375	1.658242	0.738838	0.558619
2024-03-20	-0.865714	-1.401098	-0.888210	1.720274	0.828011	0.465837
2024-03-21	-0.900843	-1.432328	-0.902646	1.728028	0.836632	0.472578
2024-03-22	-0.889133	-1.453148	-0.885804	1.728028	0.764195	0.313977

7193 rows × 6 columns

pc1

DATE
1997-01-02   -0.577319
1997-01-03   -0.683442
1997-01-06   -0.666350
1997-01-07   -0.702710
1997-01-08   -0.672382
                ...   
2024-03-18   -1.564395
2024-03-19   -1.572102
2024-03-20   -1.596246
2024-03-21   -1.626259
2024-03-22   -1.583385
Name: PC1, Length: 7193, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()